DHEA should not be anywhere near the top of your list of things to consider if you have an anxiety problem!
I certainly am not opposed to the use of reasonable doses of DHEA in people who need it. I am a middle aged guy who gets followup hormone tests and am working with a functional med doctor. One of the upstream hormones, pregnenolone, is also worth considering for such people.
Are you taking at least the US RDA amount of magnesuium in an absorbable form such as glycinate, citrate or Epsom Salt--Mg sulfate. The latter in a foot bath can be doubly good in the evening since sulfate is needed by the liver to detox various substances that tend to amp us up.
Have you ever tried the amino acid GABA or a precursor to it--glutamine?
Have you looked into other types of liver support?
Have you considered changes to your diet--lowering intake of stimulants, maybe phenols, various artificial flavorings or colorings that can amp people up.
I assume you are working on healthy lifestyle options--meditation, reducing stress, light exercise, etc.
I would not mess with hormones until at least the above steps have been taken.
If the above steps have been taken and you have symptoms of adrenal fatigue or insufficiency, then steroid hormones would be interesting to discuss.